VictoryShares US Small Mid Cap Value Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.10% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0159 | 4.15 | |
| 0.8531 | 137.07 | |
| 0.1685 | 22.58 | |
| 0.0048 | 3.38 | |
| 0.0152 | 5.83 | |
| 0.9826 | 290.97 |
Estimation Period:
Oct 26, 2017 to Feb 13, 2026
Oct 26, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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